https://github.com/cran/pracma
Tip revision: c79a04b5074656b36e591191eb8137b70a349932 authored by Hans W. Borchers on 30 June 2014, 00:00:00 UTC
version 1.7.0
version 1.7.0
Tip revision: c79a04b
runstest.Rd
\name{runs.test}
\alias{runs.test}
\title{
The Runs Test, or Wald-Wolfowitz Test
}
\description{
The ``Runs Test", or Wald-Wolfowitz Test for Randomness
}
\usage{
runs.test(x)
}
\arguments{
\item{x}{vector with only two different values.}
}
\details{
The Runs Test is a non-parametric test for checking the randomness of a
dichotomous sequence, i.e. with only two different values. The test counts
the number of `runs', subsequences consisting of the same adjacent element.
The two characteristic elements of the sequence need not have the same
probability. The null hypothesis is the assumption that the elements are
independently drawn from from the conditional distribution given by the
frequncy distribution within the sequence.
}
\value{
Returns a list with components $Z the test statistics, and $p.value the
p-value for the null hypothesis.
}
\references{
The `dieharder' website at
\url{http://www.phy.duke.edu/~rgb/General/dieharder.php}
}
\seealso{
\code{\link{chisq.test}}, \code{RDieHarder::dieharder}
}
\examples{
x1 <- c('H','T','T','H','H','H','T','T','T','T','T','T','T','H','H',
'H','T','H','T','H','H','H','T','H','H','H','T','H','T','H')
runs.test(x1)
## $Z
## [1] -0.1617764
## $p.value
## [1] 0.8714819
x2 <- rep(c(0, 1), 50)
runs.test(x2)
## $Z
## [1] 9.849873
## $p.value
## [1] 0
# Which sequence is random?
x3 <- c(1,1,0,1,0,1,0,1,0,0,1,0,1,1,0,0,1,1,1,0,1,0,1,1,1,
0,0,1,0,0,1,0,0,0,1,0,1,0,1,1,0,1,0,0,1,1,1,0,1)
x4 <- c(0,0,1,1,1,0,0,0,1,0,1,1,1,1,1,1,0,1,0,0,1,0,0,0,0,
1,0,1,0,1,1,1,0,0,0,0,0,1,0,1,0,1,1,0,0,1,1,1,0)
runs.test(x3) # null hypotheses rejected at 0.05 level
## $Z
## [1] 2.05555
## $p.value
## [1] 0.03982587
runs.test(x4) # randomness is very probable
## $Z
## [1] 0.002947558
## $p.value
## [1] 0.9976482
}
\keyword{ stat }